+7,944.2%
PWR vs DRI
+5,417.4%
+2,526.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.8% | +8.9% |
| 7D | -4.8% | +3.1% | -7.9% | -6.0% |
| 30D | -16.2% | +16.2% | -32.5% | -20.6% |
| 3M | -11.9% | +8.4% | -20.3% | -14.9% |
| 6M | -20.6% | +19.0% | -39.6% | -26.2% |
| YTD | +40.3% | +28.8% | +11.4% | +26.2% |
| 1Y | +33.0% | +33.1% | -0.1% | +18.2% |
| 3Y | +250.0% | +70.8% | +179.2% | +179.4% |
| 5Y | +404.2% | +74.2% | +329.9% | +295.9% |
| 10Y | +1,865.8% | +345.5% | +1,520.3% | +914.6% |
| All | +7,944.2% | +5,417.4% | +2,526.8% | +2,522.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling